-46.3%
RBLX vs USFD
+214.9%
-261.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | +10.2% | -3.3% | +13.6% | +11.9% |
| 30D | +18.6% | -5.3% | +23.9% | +21.4% |
| 3M | +6.0% | +18.8% | -12.8% | -3.3% |
| 6M | -29.5% | +14.3% | -43.7% | -35.1% |
| YTD | -44.7% | +36.9% | -81.6% | -54.9% |
| 1Y | -65.1% | +31.7% | -96.8% | -71.0% |
| 3Y | +54.5% | +164.5% | -110.0% | -16.5% |
| 5Y | -46.3% | +212.6% | -258.9% | -75.1% |
| All | -46.3% | +214.9% | -261.2% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling